Multifractal volatility : theory, forecasting, and pricing / Laurent E. Calvet, Adlai J. Fisher.
By: Calvet, Laurent E
.
Contributor(s): Fisher, Adlai.
Material type: 
BookCall no.: HB141 .C297Series: Academic Press advanced finance series.Publication: Burlington, Mass. : Academic Press, c2008Description: xiii, 258 p. : ill.ISBN: 9780121500139 (hbk.); 0121500136 (hbk.).Subject(s): Finance -- Econometric models | Economic forecasting -- Econometric models | Multifractals
| Item type | Current location | Collection | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|
Book
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Professor Sangvian Indaravijaya Library General Stacks | General Books | HB141 .C297 (See Similar Items) | Available | 31379012470275 |
Total holds: 0
Includes bibliographical references (p. [229]-250) and index.
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Comment by นาย ธนสาร พัวทวีพงศ์
Great book for Fractal in volatility in finance!